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I am looking for historical SPX 1minute data containing volume. Anyone knows where to get them from?

Thank you,

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  • $\begingroup$ Have you read through the master list? It might be buried in there somewhere. $\endgroup$
    – chrisaycock
    Jun 28, 2020 at 3:52

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If you have an Interactive Brokers account, you can get historical intraday index data, including SPX, through their API.

Many developers find using the Interactive Brokers API to be a challenge, especially for collecting large amounts of data. If you want a more turnkey access, you can check out QuantRocket, which provides data collection tools on top of the Interactive Brokers API (among other data providers).

Disclaimer: I'm affiliated with QuantRocket.

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Last time I checked, algoseek has that kind of data. Their S&P 500 Trades and Quotes+minute bar data set contains OHLC, FINRA volume and etc. You can find a sample of their dataset here

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